As you can see I can pass through the wall :D
Pressing down while facing the wall near the rocks will let you walk through walls.

Hope it gets fixed (although I it'd be cool to be able to do that :3)

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This is called a secret passage, there are many of them throughout the maps, which all make you appear as if your walking on walls/buildings etc. There is another one in the power plant that I know of, at least one in the ghost town, and at least one in missingno.'s area above the safari zone. Dont worry, you should be able to easily come back from where you came from, and if not then just simply go on to another map, then back on to the power plant map and you will start back at the entrance.